Description: In this paper, the unconditional probability density functions of portfolio claim amounts based on several assumed risk distributions are found. From the Actuarial Research Clearing House 1994 Vol. 2 .

Description: This paper expands the calculation of a group's credibility factor from a traditional univariate one-dimensional single layer model to: 1. a univariate one dimensional two layer model, 2. a multivariate one dimensional single layer model, and 3. a univariate two dimensional single layer models.

Description: This article reports on the activities of an ad-hoc group formed to help generate research on creating models for actuarial purposes.

Description: This abstract describes a paper that investigates model uncertainty arising from different ways of treating the operational loss data collection threshold.

Description: Oliver Wyman recently completed its 2020 Life PBR Emerging Practices survey, with results providing a broad industry perspective on implementation impacts, strategy, assumptions and challenges. This article provides further insights into the trends and drivers observed around planned future refinements to PBR models.

Description: Learn about the industrial practice for constructing the mortality table from 0 to 1 through journeys in Hong Kong and Singapore, including key takeaways. Hear speakers share their biggest challenges during their process, how they resolved them, and discover the most common technical issues faced in conducting the mortality tables.

Description: This abstract describes a study in which a goal programming model is constructed for analysis of a non-life insurance sector.

Description: Gather with members and non-members in the China actuarial community to discuss recent topics and related issues in areas such as macroeconomic sharing, pension, investment, product strategy, and more.